Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47530.84 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46135.87 Kr¶

PnL: ---------------------------------------> -752.7 Kr¶

DD now: ---------------------------------> -2.26 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 22:16:30.723377'

Anic Portfolio¶

Today¶

Return: -0.877 %¶

This Week¶

Return: -0.797 %¶

Total¶

Return: 55.604 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2789.500000 153.500000 5.820000 2636.000010
Beijer Electronics Group 26 0.500000 3109.600000 138.600000 4.670000 2971.000006
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
Corem Property Group B 59 -0.850000 617.140000 40.140000 6.960000 576.999999
MedCap 2 1.100000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.280000 392.000000 37.000000 10.420000 355.000000
SAAB B 8 0.020000 3408.000000 31.000000 0.920000 3377.000000
AcadeMedia 12 -3.560000 585.600000 28.600000 5.130000 557.000004
Resurs Holding 22 -1.230000 601.920000 27.920000 4.860000 573.999998
HMS Networks 2 -2.700000 691.600000 18.600000 2.760000 673.000000
Swedbank A 3 -0.230000 579.750000 15.750000 2.790000 564.000000
Nordea Bank Abp 29 0.420000 3468.980000 14.980000 0.430000 3453.999992
Boozt 12 -1.700000 1668.000000 14.000000 0.850000 1653.999996
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 -0.950000 501.600000 10.600000 2.160000 491.000000
OEM International B 7 -0.260000 537.600000 9.600000 1.820000 527.999997
Securitas B 6 -1.670000 578.760000 8.760000 1.540000 570.000000
Karnov Group 9 -0.330000 540.900000 4.900000 0.910000 536.000004
Norva24 Group 16 -3.560000 546.240000 3.240000 0.600000 543.000000
Intrum 4 -2.790000 530.200000 3.200000 0.610000 527.000000
Coor Service Management Hold. 8 -1.250000 535.200000 3.200000 0.600000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -1.050000 247.680000 1.680000 0.680000 246.000000
Creaspac SPAC 6 0.310000 577.200000 0.200000 0.030000 577.000002
CTEK 13 2.260000 529.100000 -4.900000 -0.920000 533.999999
Handelsbanken A 5 -1.460000 539.750000 -6.250000 -1.140000 546.000000
Essity B 2 -0.250000 559.200000 -14.800000 -2.580000 574.000000
Midsona B 63 -2.200000 561.330000 -21.670000 -3.720000 582.999984
Essity A 4 -1.060000 1118.000000 -31.000000 -2.700000 1149.000000
Sampo Oyj SDB 7 0.180000 3815.000000 -35.000000 -0.910000 3850.000000
International Petroleum Corp. 5 -0.990000 552.500000 -42.070000 -7.080000 594.565215
Vivesto 1368 -2.500000 533.520000 -79.480000 -12.970000 612.999432
Fasadgruppen Group 35 1.570000 3633.000000 -178.000000 -4.670000 3810.999990
Axfood 13 -0.180000 3576.300000 -179.700000 -4.780000 3756.000001
OX2 18 -3.110000 1403.100000 -260.900000 -15.680000 1663.999992
Ovzon 52 -3.630000 2761.200000 -600.800000 -17.870000 3361.999992
TOTAL 46135.870000 -752.700000 -2.26003% 46888.564618

Updated:¶

'2023-01-25 22:16:43.687604'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶